+128.1%
EMB vs SPG
+517.1%
-389.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | +0.8% | +5.1% | -4.3% | +0.4% |
| 30D | +1.5% | +16.8% | -15.3% | +0.3% |
| 3M | -1.9% | +5.7% | -7.6% | -2.4% |
| 6M | -1.6% | +17.8% | -19.4% | -2.9% |
| YTD | 0.0% | +30.1% | -30.1% | -2.1% |
| 1Y | +1.1% | +32.8% | -31.7% | -1.2% |
| 3Y | +30.9% | +137.2% | -106.3% | +22.2% |
| 5Y | +7.1% | +81.5% | -74.4% | +1.2% |
| 10Y | +31.1% | +116.5% | -85.4% | +17.4% |
| All | +128.1% | +517.1% | -389.0% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling